Fr. 120.80

Market Timing with Moving Averages - The Anatomy and Performance of Trading Rules

English · Hardback

Shipping usually takes at least 4 weeks (title will be specially ordered)

Description

Read more










This book provides a comprehensive guide to market timing using moving averages. Part I explores the foundations of market timing rules, presenting a methodology for examining how the value of a trading indicator is computed. Using this methodology the author then applies the computation of trading indicators to a variety of market timing rules to analyse the commonalities and differences between the rules. Part II goes on to present a comprehensive analysis of the empirical performance of trading rules based on moving averages.

List of contents










Chapter1 Introduction.- Chapter2 Moving Averages.- Chapter3 Trading Rules.- Chapter4 Anatomy of Trading Rules.- Chapter5 Case Study: Historical Performance of Trading Rules on Other.- Chapter6 Summary and Conclusions.


About the author










Valeriy Zakamulin is Professor of Finance at the School of Business and Law, University of Agder, Norway. He has an M.S. in Business Administration and a PhD in Finance from the Norwegian School of Economics, Norway. He has published articles for various refereed academic and practitioner journals and is a frequent speaker at international conferences. He has also served on the Editorial Board of the Open Economics Journal, Journal of Banking and Finance, and International Journal of Emerging Markets. His current research interests cover behavioral finance, portfolio optimization, time-series analysis of financial data, and stock return and risk predictability.

Summary

Presents a new re-interpretation of existing market timing rulesApplied in natureAnalyses the empirical performance of a variety of trading strategies 

Product details

Authors Valeriy Zakamulin
Publisher Springer International Publishing AG
 
Languages English
Product format Hardback
Released 04.12.2017
 
EAN 9783319609690
ISBN 978-3-319-60969-0
No. of pages 278
Dimensions 161 mm x 244 mm x 27 mm
Weight 660 g
Subject Social sciences, law, business > Business > Business administration

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.

Write a review

Thumbs up or thumbs down? Write your own review.

For messages to CeDe.ch please use the contact form.

The input fields marked * are obligatory

By submitting this form you agree to our data privacy statement.